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CFEnetwork: The Annals of Computational and Financial Econometrics: 2nd Issue.

, , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , и . Comput. Stat. Data Anal., (2014)

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Tim Mattern

Regeneration der Grünlandnarbe nach Winterbeweidung mit Rindern. Uni Gießen, (2009)

Stefan Timm

Roman Timofeev

Melanie Timpel

Ingo Timm

 

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The Message in Daily Exchange Rates: A Conditional-Variance Tale, и . Journal of Business & Economic Statistics, 7 (3): 297-305 (июля 1989)available at http://ideas.repec.org/a/bes/jnlbes/v7y1989i3p297-305.html.Cointegration, Fractional Cointegration, and Exchange Rate Dynamics, и . The Journal of Finance, 49 (2): 737--745 (1994)Modelling the persistence of conditional variances, и . Econometric Reviews, 5 (1): 1--50 (1986)Estimating stochastic volatility diffusion using conditional moments of integrated volatility, и . Journal of Econometrics, 109 (1): 33--65 (июля 2002)The distribution of realized stock return volatility, , , и . Journal of Financial Economics, 61 (1): 43--76 (июля 2001)Intraday periodicity and volatility persistence in financial markets, и . Journal of Empirical Finance, 4 (2-3): 115--158 (июня 1997)Bear squeezes, volatility spillovers and speculative attacks in the hyperinflation 1920s foreign exchange, , и . Journal of International Money and Finance, 12 (5): 511--521 (октября 1993)The long memory of the forward premium, и . Journal of International Money and Finance, 13 (5): 565--571 (октября 1994)No-arbitrage semi-martingale restrictions for continuous-time volatility models subject to leverage effects, jumps and i.i.d. noise: Theory and testable distributional implications, , и . Journal of Econometrics, 138 (1): 125--180 (мая 2007)Corrigendum to ``Estimating stochastic volatility diffusion using conditional moments of integrated volatility'' J. Econom. 109 (2002) 33-65, и . Journal of Econometrics, 119 (1): 221--222 (марта 2004)